Stochastic Models: Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico - Couverture souple

American Mathematical Society

Couverture souple

ISBN 10 : 0821834665 ISBN 13 : 9780821834664

Editeur : American Mathematical Society, 2003

Synopsis

The volume includes lecture notes and research papers by participants of the Seventh Symposium on Probability and Stochastic Processes held in Mexico City. The lecture notes introduce recent advances in stochastic calculus with respect to fractional Brownian motion, principles of large deviations and of minimum entropy concerning equilibrium prices in random economic systems, and give a complete and thorough survey of credit risk theory. The research papers cover areas such as financial markets, Gaussian processes, stochastic differential equations, stochastic integration, quantum dynamical semigroups, self-intersection local times, etc. Readers should have a basic background in probability theory, stochastic integration, and stochastic differential equations. The book is suitable for graduate students and research mathematicians interested in probability, stochastic processes, and risk theory.

Détails de l'édition

• Éditeur: American Mathematical Society
• Date d'édition: 2003
• Langue: anglais
• ISBN 10: 0821834665
• ISBN 13: 9780821834664
• Reliure: Broché
• Nombre de pages: 272
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible